+75.9%
AG vs RMBS
+267.8%
-191.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.8% |
| 7D | -0.1% | +3.5% | -3.6% | -1.0% |
| 30D | +12.5% | -8.6% | +21.0% | +15.1% |
| 3M | +28.2% | -40.3% | +68.5% | +45.2% |
| 6M | -18.8% | -1.0% | -17.9% | -20.8% |
| YTD | +27.4% | -4.6% | +32.0% | +24.1% |
| 1Y | +132.2% | +17.6% | +114.6% | +111.1% |
| 3Y | +286.9% | +58.6% | +228.2% | +197.4% |
| All | +75.9% | +267.8% | -191.9% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RMBS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling